Fact sheet: JPM Eurp Rsch Ehcd IdxEq

Fund information

Fund name
JPM Europe Research Enhanced Index Equity X Acc NAV EUR
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
Demetris Georghiou
since 12/11/2012
Fund objective
To achieve a long-term return in excess of the benchmark by investing primarily in a portfolio of European companies; the risk characteristics of the portfolio of securities held by the Sub-Fund will resemble the risk characteristics of the portfolio of securities held in the benchmark.
Benchmark
MSCI Europe
Investment style
Active
Investment method
Shares

Quick stats

1 Year return

17.79 %

1 Year rank in sector

69/224

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 58.1 m

FE Risk score

106

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    28.1%
  • France
    17.3%
  • Germany
    15.8%
  • Switzerland
    13.3%
  • Netherlands
    6.4%
  • Others
    15.1%
  • Banks
    14.2%
  • Consumer Non-Durables
    13.8%
  • Health Care
    13.4%
  • General Industrials
    6.9%
  • UK Equities
    28.1%
  • French Equities
    17.3%
  • German Equities
    15.8%
  • Swiss Equities
    13.3%
  • Dutch Equities
    6.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.64 %8.06 %17.79 %23.98 %71.95 %
Sector-1.07 %8.94 %16.17 %22.16 %66.18 %
Rank within sector85 / 234135 / 22969 / 22483 / 197 /
Quartile th2 nd3 rd2 nd2 nd th

Calendar performance

YTD-20172016201520142013
Fund8.49 %3.08 %9.2 %7.49 %0 %
Sector9.73 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector128 / 22951 / 219119 / 20151 / 191 /
Quartile th3 rd1 st3 rd2 nd th

Risk statistics

Alpha0.44
Beta1.06
Sharpe0.24
Volatility13.52
Tracking error3.29
Information ratio0.21
R-Squared0.94

Price movement

52 week high144.49
52 week low117.32
Current bid price0
Current offer price0
Current mid price141.65

Holdings by region

  • 28.1% UK
  • 17.3% France
  • 15.8% Germany
  • 13.3% Switzerland
  • 6.4% Netherlands
  • 5.2% Spain
  • 3.5% Italy
  • 3% Denmark
  • 2.7% Sweden
  • 1.9% Others

Holdings by sector

  • 15.1% Others
  • 14.2% Banks
  • 13.8% Consumer Non-Durables
  • 13.4% Health Care
  • 6.9% General Industrials
  • 6.8% Oil & Gas
  • 6.1% Insurance
  • 5.2% Retail
  • 4.9% Transport
  • 4.7% Real Estate & Construction

Holdings by asset type

  • 28.1% UK Equities
  • 17.3% French Equities
  • 15.8% German Equities
  • 13.3% Swiss Equities
  • 6.4% Dutch Equities
  • 5.2% Spanish Equities
  • 3.5% Italian Equities
  • 3% Danish Equities
  • 2.7% Swedish Equities
  • 1.9% International Equities

Individual holdings

  • 3.4% NESTLE SA
  • 3.1% ROYAL DUTCH SHELL
  • 2.7% ROCHE HLDG AG
  • 2.1% BRITISH AMERICAN TOBACCO
  • 2% UNILEVER
  • 1.9% TOTAL SA
  • 1.7% HSBC HLDGS
  • 1.7% SANOFI
  • 1.7% SAP SE
  • 1.7% SIEMENS AG